一类风险模型的生存概率及其Laplace变换  

Survival Probability and Laplace Transform of a Class of Risk Model

作　　者：魏瑞雪[1] 余国胜[1] 姚钲[1] 姚春临[1] 陈华斌[2] 

机构地区：[1]江汉大学数学与计算机科学学院,湖北武汉430056 [2]南昌大学理学院,江西南昌330031

出　　处：《江汉大学学报（自然科学版）》2016年第1期22-25,共4页Journal of Jianghan University：Natural Science Edition

基　　金：国家自然科学基金资助项目(11401292);江汉大学科研启动项目(2011021)

摘　　要：讨论了常利率带干扰的多险种多复合Poisson-Geometric风险模型,推导出生存概率满足的积分-微分方程。在没有保费收入的情况下,得到生存概率的Laplace变换的表达式,并给出数值计算的实例以说明所得结果。We discussed a multi-compound Poisson-Geometric diffusion risk model of multi-type -insurance with a constant interest rate, the integral-differential equation of the survival probability of this model was obtained. We obtained the explicit expression about Laplace transform of the survival probability when there were no premium incomes, finally , a numerical example was given to illustrate the results.

关 键 词：常利率带干扰多险种多复合Poisson-Geometric风险模型 生存概率 积分-微分方程 LAPLACE变换 

分 类 号：O211.6[理学—概率论与数理统计]